Loyola College B.Sc. Statistics Nov 2012 Econometrics Question Paper PDF Download

LOYOLA COLLEGE (AUTONOMOUS), CHENNAI – 600 034

B.Sc. DEGREE EXAMINATION – STATISTICS

FOURTH SEMESTER – NOVEMBER 2012

ST 4207/4204 – ECONOMETRICS

 

 

Date : 07/11/2012             Dept. No.                                        Max. : 100 Marks

Time : 1:00 – 4:00

 

 

Section –A

Answer all the questions:                                                                                                     (10 x 2 = 20)

 

  1. Mention any two property of variance.
  2. Write a note on interval estimation.
  3. Define BLUE

 

  1. Obtain ESS from the following data given that RSS = 133.

 

Y

 

10 14 17 20 25 30 19 27
  1. Define hypothesis
  2. What is Multiple Regression? Give an Example.
  3. Give the formula for Durbin Watson d – statistic.
  4. What do you mean by bench mark category?
  5. State the reasons under which Multicollinearity
  6. Define lagged variables.

 

                          Section –B                                             

Answer any five questions:                                                                                                      ( 5 x 8 = 40)

 

  1. A card is drawn from a pack of 52 cards. Find the probability of getting a king or a heart or a red card.
  2. The diameter of an electric cable, say X, is assumed to be a continuous random variable with p.d.f:
  • Check that is p.d.f.
  • Determine a number b such that P ( X < b ) = P ( X > b ).
  1. Explain in detail the Goals of Econometrics.
  2. Derive least square estimators for simple linear regression model.
  3. Explain in detail Variance Inflation Factor.
  4. From the following data estimate d-statistic and test for autocorrelation.

et : 0.6, 1.9, -1.7, -2.2, 1.3,3.2, 0.2,0.8, 2.1, -1.5, -1.1

(Given dL = 1.45 and du = 1.65)

  1. What are dummy variables? Explain its usefulness in regression analysis with

example.

 

 

 

  1. Find the value of R2 for the following data:
Y 12 8 9 6 8
X1 8 10 4 3 6
X2 10 12 6 5 7

 

 

                       

                

Section – C

 Answer any two questions:                                                                                                    ( 2 x 20= 40)

 

  1. Two random variable X and Y have the following joint probability density function:

 

Find (i) Marginal probability density functions of  X and Y

  • Conditional density functions
  • Var ( X) and Var ( Y)
  • Covariance between X and Y.

 

  1. Consider the following data on  X and Y

 

X 50 42 71 35 61 45 53 45 38 41 63 34 41
Y 145 123 155 120 150 130 155 120 135 160 165 115 120

 

  1. Estimate the equations of Y on X
  2. Test the significance of the parameters at 5% level of significance.
  3. Given the following data the estimated model is . Test the problem of heteroscedasticity with the help of park test.

 

X 1 2 3 4 5 6
Y 2 2 2 1 3 5

 

  1. Fit a linear regression model for the given data by the use of dummy variables
Aptitude score 4 9 7 3 5 8 9 5 6 8
Education qualification UG PG UG HSC PG UG PG HSC UG PG

 

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